A New Derivation of the Kuhn-Tucker Conditions

Published Online:https://doi.org/10.1287/opre.12.2.295

The Kuhn-Tucker necessary conditions for a local maximum of a differentiable function subject to differentiable inequality constraints, are derived by showing that the classical necessary conditions for a local maximum of a differentiable function of N variables subject to less than N equality constraints, are also meaningful when there are N or more equality constraints, if appropriate assumptions, similar to Kuhn and Tucker's “constraint qualification,” are made.

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